MarSwitching.jl

Initial release.

- Markov switching model with $k$ regimes and combinations of:
    - switching/non-switching or without intercept
    - switching/non-switching variance
    - switching/non-switching exogenous variables
    - time-varying transition probabilites (TVTP) (Filardo 1994)
- Filtered probabilites
- Smoothed probabilites (Kim, 1994)
- Summary statistics of coefficients
- instanteous and one step ahead `predict()`
- Expected regime duration
- Simulation of data both from estimated model and from given parameters
- Adding lagged variables to the matrix